Even by the standards of a globalized world, you won't find many artists more transnational than Yinka Shonibare. He was born in the U.K. of Nigerian parents, spent his childhood shuttling between London and Lagos and, for the past decade or so, has been one of those international figures whose work turns up, often accompanied by its creator, on every continent.

Four years ago, when Queen Elizabeth II made Shonibare a Member of the Order of the British Empire (MBE), his leftist friends expected him to turn the award down. Instead, he just about bolted the letters MBE to his name,...